Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NMTGX (Columbia Mortgage and Asset Backed) | NA | -25.47% | -7.93% | -3.96% | NA | NA | NA | -0.98% |
Data as of 03/26/2013, AR inception is 06/05/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NMTGX (Columbia Mortgage and Asset Backed) | 06/05/2003 | 03/26/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -22.41 | -25.47 | -7.93 | -3.96 | NA | NA | NA | -0.98 | -22.41 | -3.65 | 1.91 | 4.13 | 5.03 | -4.17 | 2.36 | 5.56 | 2.28 | 4.07 | -0.40 |
| Sharpe Ratio | NA | -0.72 | -0.32 | -0.16 | NA | NA | NA | -0.16 | -1.26 | -0.61 | 0.69 | 1.50 | 1.39 | -0.76 | -0.19 | 0.84 | 0.01 | 1.00 | -0.34 |
| Standard Deviation(%) | NA | 35.40 | 24.99 | 25.22 | NA | NA | NA | 12.34 | 52.43 | 6.16 | 2.74 | 2.70 | 3.56 | 6.72 | 3.53 | 2.70 | 21.75 | 3.11 | 3.90 |
| Draw Down(%) | NA | 27.06 | 27.06 | 27.06 | NA | NA | NA | 27.06 | 22.41 | 6.00 | 1.69 | 2.41 | 2.98 | 10.47 | 2.36 | 1.47 | 15.32 | 3.22 | 3.06 |
| Yield(%) | 0.00 | 0.00 | 0.31 | 1.21 | 2.43 | 1.62 | 1.22 | 2.70 | 0.00 | 0.00 | 0.00 | 0.95 | 1.00 | 4.86 | 5.69 | 5.09 | 3.73 | 3.57 | 0.00 |
Data as of 03/26/2013, AR inception is 06/05/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NMTGX (Columbia Mortgage and Asset Backed) |
0.27%
Nov 2009 - Nov 2012 |
0.43%
Jan 2008 - Jan 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NMTGX (Columbia Mortgage and Asset Backed) |
4.74%
Oct 2008 - Oct 2011 |
2.97%
Oct 2005 - Oct 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart